NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.12 |
75.04 |
-1.08 |
-1.4% |
74.10 |
| High |
76.84 |
76.22 |
-0.62 |
-0.8% |
76.90 |
| Low |
74.82 |
74.28 |
-0.54 |
-0.7% |
73.72 |
| Close |
75.32 |
75.74 |
0.42 |
0.6% |
75.99 |
| Range |
2.02 |
1.94 |
-0.08 |
-4.0% |
3.18 |
| ATR |
1.99 |
1.98 |
0.00 |
-0.2% |
0.00 |
| Volume |
26,556 |
17,152 |
-9,404 |
-35.4% |
110,204 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.23 |
80.43 |
76.81 |
|
| R3 |
79.29 |
78.49 |
76.27 |
|
| R2 |
77.35 |
77.35 |
76.10 |
|
| R1 |
76.55 |
76.55 |
75.92 |
76.95 |
| PP |
75.41 |
75.41 |
75.41 |
75.62 |
| S1 |
74.61 |
74.61 |
75.56 |
75.01 |
| S2 |
73.47 |
73.47 |
75.38 |
|
| S3 |
71.53 |
72.67 |
75.21 |
|
| S4 |
69.59 |
70.73 |
74.67 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.08 |
83.71 |
77.74 |
|
| R3 |
81.90 |
80.53 |
76.86 |
|
| R2 |
78.72 |
78.72 |
76.57 |
|
| R1 |
77.35 |
77.35 |
76.28 |
78.04 |
| PP |
75.54 |
75.54 |
75.54 |
75.88 |
| S1 |
74.17 |
74.17 |
75.70 |
74.86 |
| S2 |
72.36 |
72.36 |
75.41 |
|
| S3 |
69.18 |
70.99 |
75.12 |
|
| S4 |
66.00 |
67.81 |
74.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.90 |
74.28 |
2.62 |
3.5% |
1.90 |
2.5% |
56% |
False |
True |
22,189 |
| 10 |
78.05 |
73.72 |
4.33 |
5.7% |
1.83 |
2.4% |
47% |
False |
False |
23,349 |
| 20 |
82.28 |
73.72 |
8.56 |
11.3% |
2.06 |
2.7% |
24% |
False |
False |
20,144 |
| 40 |
83.20 |
73.72 |
9.48 |
12.5% |
2.07 |
2.7% |
21% |
False |
False |
13,397 |
| 60 |
84.09 |
68.94 |
15.15 |
20.0% |
1.96 |
2.6% |
45% |
False |
False |
10,700 |
| 80 |
84.09 |
68.38 |
15.71 |
20.7% |
1.77 |
2.3% |
47% |
False |
False |
8,821 |
| 100 |
84.09 |
68.38 |
15.71 |
20.7% |
1.61 |
2.1% |
47% |
False |
False |
7,481 |
| 120 |
84.09 |
65.05 |
19.04 |
25.1% |
1.47 |
1.9% |
56% |
False |
False |
6,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.47 |
|
2.618 |
81.30 |
|
1.618 |
79.36 |
|
1.000 |
78.16 |
|
0.618 |
77.42 |
|
HIGH |
76.22 |
|
0.618 |
75.48 |
|
0.500 |
75.25 |
|
0.382 |
75.02 |
|
LOW |
74.28 |
|
0.618 |
73.08 |
|
1.000 |
72.34 |
|
1.618 |
71.14 |
|
2.618 |
69.20 |
|
4.250 |
66.04 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.58 |
75.69 |
| PP |
75.41 |
75.64 |
| S1 |
75.25 |
75.59 |
|